Marcelo Bianconi : Citation Profile


Are you Marcelo Bianconi?

Tufts University

9

H index

7

i10 index

185

Citations

RESEARCH PRODUCTION:

33

Articles

33

Papers

1

Books

RESEARCH ACTIVITY:

   31 years (1988 - 2019). See details.
   Cites by year: 5
   Journals where Marcelo Bianconi has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 16 (7.96 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbi3
   Updated: 2022-11-19    RAS profile: 2019-03-17    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Marcelo Bianconi.

Is cited by:

Mino, Kazuo (9)

Mino, Kazuo (9)

Itaya, Jun-ichi (9)

Shibata, Akihisa (5)

Sen, Partha (4)

Kollmann, Robert (4)

Ono, Yoshiyasu (4)

Turnovsky, Stephen J (3)

Li, jianping (3)

Arin, Kerim (3)

Koray, Faik (3)

Cites to:

Turnovsky, Stephen J (31)

Fama, Eugene (15)

Karolyi, G. (15)

Stulz, René (13)

French, Kenneth (11)

Weil, Philippe (10)

Jones, Larry (9)

Rebelo, Sergio (9)

merton, robert (9)

Manuelli, Rodolfo (9)

Imbens, Guido (7)

Main data


Where Marcelo Bianconi has published?


Journals with more than one article published# docs
International Review of Economics & Finance9
Journal of Macroeconomics3
The North American Journal of Economics and Finance3
Estudios Econmicos2
Review of International Economics2
The Journal of International Trade & Economic Development2

Working Papers Series with more than one paper published# docs
Working Papers / University of Washington, Department of Economics3
Economics Series / Institute for Advanced Studies2

Recent works citing Marcelo Bianconi (2022 and 2021)


YearTitle of citing document
2021Information Diffusion and Spillover Dynamics in Renewable Energy Markets. (2021). Uddin, Gazi Salah ; Manera, Matteo ; Mahmoud, Alwan ; Cedic, Samir. In: FEEM Working Papers. RePEc:ags:feemwp:310361.

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2021Risk-Free Rate in the Covid-19 Pandemic: Application Mistakes and Conclusions for Traders. (2021). Yandiev, Magomet. In: Papers. RePEc:arx:papers:2111.07075.

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2022Valuation effects of the US–China trade war: The effects of foreign managers and foreign exposure. (2022). Qi, Tong ; Pu, BO ; Ding, Haoyuan ; Wang, Kai. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:3:p:662-683.

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2021Trump’s Effect on the Chinese Stock Market. (2021). Xu, Zhiwei ; Jiao, Yang ; Guo, Shijun. In: Journal of Asian Economics. RePEc:eee:asieco:v:72:y:2021:i:c:s1049007820301470.

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2021Financial spillovers and spillbacks: New evidence from China and G7 countries. (2021). Zhao, Yang ; Shi, Yukun ; Jing, Zhongbo ; Fang, YI. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:184-200.

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2022The COVID-19 storm and the energy sector: The impact and role of uncertainty. (2022). Bwanya, Princess Rutendo ; Charteris, Ailie ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988321001638.

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2021Systemic risk and financial contagion across top global energy companies. (2021). Zhang, Dayong ; Ji, Qiang ; Wu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001262.

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2021Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866.

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2021The structure and degree of dependence in government bond markets. (2021). Vulanovic, Milos ; Swinkels, Laurens ; Piljak, Vanja ; Dimic, Nebojsa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001049.

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2021On the predictive power of network statistics for financial risk indicators. (2021). , Mike ; Zhang, Zhepei ; Song, Jianhua. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001347.

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2021Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Charif, Husni ; Assaf, Ata ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001264.

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2021Incorporating strategic petroleum reserve and welfare losses: A way forward for the policy development of crude oil resources in South Asia. (2021). Sadiq, Muhammad ; Iqbal, Wasim ; Chien, Fengsheng ; Chau, Ka Yin ; Tang, Yuk Ming ; Liu, Zhen. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003196.

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2022Economic impact of crude oil supply disruption on social welfare losses and strategic petroleum reserves. (2022). Iqbal, Sajid ; Saydaliev, Hayot Berk ; Liu, Zhen ; Yang, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001374.

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2021The relationship between yield curve components and equity sectorial indices: Evidence from China. (2021). Yousaf, Imran ; Aharon, David Y ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000986.

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2022Risk-return relationship and structural breaks: Evidence from China carbon market. (2022). Wen, Fenghua ; Zhao, Lili. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:481-492.

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2021Information Diffusion and Spillover Dynamics in Renewable Energy Markets. (2021). Uddin, Gazi Salah ; Manera, Matteo ; Mahmoud, Alwan ; Cedic, Samir. In: Working Papers. RePEc:fem:femwpa:2021.10.

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2021On the Origins of the Multinational Premium. (2021). Garetto, Stefania ; Fillat, Jose. In: Working Papers. RePEc:fip:fedbwp:93555.

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2021The Integration of Conventional Equity Indices with Environmental, Social, and Governance Indices: Evidence from Emerging Economies. (2021). Ali, Rizwan ; Ul, Muhammad Zain ; Ur, Ramiz ; Ahmad, Muhammad Ishfaq ; Hasan, Mudassar ; Naseem, Muhammad Akram ; Nor, Safwan Mohd. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:676-:d:479041.

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2021Financial Performance of Renewable and Fossil Power Sources in India. (2021). Shrimali, Gireesh. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:5:p:2573-:d:507254.

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2021Evaluating Financial System Stability Using Heatmap from Aggregate Financial Stability Index with Change Point Analysis Approach. (2021). , Nasrudin ; Gustiana, Apriliani. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09326-0.

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2021The US financial crisis, market volatility, credit risk and stock returns in the Americas. (2021). Mollick, Andre V ; Rodriguez-Nieto, Juan Andres. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:2:d:10.1007_s11408-020-00369-x.

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2022In Defence of the Endogenous Growth Theory: Conditional and Unconditional Convergence in Two-Country AK Models. (2022). Parello, Carmelo Pierpaolo. In: MPRA Paper. RePEc:pra:mprapa:115092.

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2022Tax Cuts in Open Economies. (). Maffezzoli, Marco ; Deak, Szabolcs ; Cunat, Alejandro. In: Review of Economic Dynamics. RePEc:red:issued:18-52.

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2021Systemic risk of China’s commercial banks during financial turmoils in 2010-2020: A MIDAS-QR based CoVaR approach. (2021). Jiang, Cuixia ; Xu, Qifa ; Liu, Shuting. In: Applied Economics Letters. RePEc:taf:apeclt:v:28:y:2021:i:18:p:1600-1609.

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2021ECBS non?standard monetary policy and asset price volatility: Evidence from EU?6 economies. (2021). Colabella, Andrea ; Ciarlone, Alessio. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1503-1530.

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Works by Marcelo Bianconi:


YearTitleTypeCited
2015Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies In: Review of Economics & Finance.
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article0
2012Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies..(2012) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has another version. Agregated cites: 0
paper
1992The International Transmission of Tax Policies in a Dynamic World Economy. In: Review of International Economics.
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article21
1992The International Transmission of Tax Policies in a Dynamic World Economy.(1992) In: NBER Working Papers.
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This paper has another version. Agregated cites: 21
paper
2014Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies In: Review of International Economics.
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article1
2011Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies.(2011) In: Economics Series.
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This paper has another version. Agregated cites: 1
paper
1997International Effects of Government Expenditure in Interdependent Economies. In: Canadian Journal of Economics.
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article16
2005WELFARE GAINS FROM STABILIZATION IN A STOCHASTICALLY GROWING ECONOMY WITH IDIOSYNCRATIC SHOCKS AND FLEXIBLE LABOR SUPPLY In: Macroeconomic Dynamics.
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article9
2003The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply.(2003) In: Computing in Economics and Finance 2003.
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paper
2004The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply.(2004) In: Discussion Papers Series, Department of Economics, Tufts University.
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paper
The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply.() In: Working Papers.
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This paper has another version. Agregated cites: 9
paper
1995Fiscal policy in a simple two-country dynamic model In: Journal of Economic Dynamics and Control.
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article13
2013Firm value, the Sarbanes-Oxley Act and cross-listing in the U.S., Germany and Hong Kong destinations In: The North American Journal of Economics and Finance.
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article6
2015Implied volatility and the risk-free rate of return in options markets In: The North American Journal of Economics and Finance.
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article4
2014Implied Volatility and the Risk-Free Rate of Return in Options Markets.(2014) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has another version. Agregated cites: 4
paper
2017Higher moment exchange rate exposure of S&P500 firms In: The North American Journal of Economics and Finance.
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article1
1995On dynamic real trade models In: Economics Letters.
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article9
1992Monetary growth innovations in a simple cash-in-advance asset-pricing model In: European Economic Review.
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article2
2014Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector In: Energy Economics.
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article18
2013Risk Factors and Value at Risk in Publicly Trades Companies of the Nonrenewable Energy Sector.(2013) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has another version. Agregated cites: 18
paper
2005Intertemporal budget policies and macroeconomic adjustment in a small open economy In: Journal of International Money and Finance.
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article1
2001Intertemporal Budget Policies and Macroeconomic Adjustment in a Small Open Economy.(2001) In: Economics Series.
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2003Intertemporal Budget Policies and Macroeconomic Adjustment in a Small Open Economy.(2003) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has another version. Agregated cites: 1
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1991Temporary monetary and fiscal policy in an optimizing model of exchange rate determination In: Journal of Macroeconomics.
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1993On perfect foresight and uncertainty in economic models: Two monetary examples In: Journal of Macroeconomics.
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1995Inflation and the real price of equities: Theory with some empirical evidence In: Journal of Macroeconomics.
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2003Private information, growth, and asset prices with stochastic disturbances In: International Review of Economics & Finance.
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article1
2003Private Information, Growth and Asset Prices with Stochastic Disturbances.(2003) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has another version. Agregated cites: 1
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2008Heterogeneity, adverse selection and valuation with endogenous labor supply In: International Review of Economics & Finance.
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2004Heterogeneity, Adverse Selection and Valuation with Endogenous Labor Supply.(2004) In: Discussion Papers Series, Department of Economics, Tufts University.
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2010Cross-listing premium in the US and the UK destination In: International Review of Economics & Finance.
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article12
2009Cross-listing Premium in the US and the UK Destination.(2009) In: Discussion Papers Series, Department of Economics, Tufts University.
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paper
2012Firm Market Performance and Volatility in a National Real Estate Sector In: International Review of Economics & Finance.
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article3
2015Determinants of systemic risk and information dissemination In: International Review of Economics & Finance.
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article9
2013Determinants of Systemic Risk and Information Dissemination.(2013) In: Working Paper series.
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paper
2013Determinants of Systemic Risk and Information Dissemination.(2013) In: Discussion Papers Series, Department of Economics, Tufts University.
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1994A note on uncertainty, liquidity, and stock prices In: International Review of Economics & Finance.
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article0
2019Evaluating the instantaneous and medium-run impact of mergers and acquisitions on firm values In: International Review of Economics & Finance.
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article2
1999Intertemporal budget policies in an endogenous growth model with nominal assets In: International Review of Economics & Finance.
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article0
1998Intertemporal Budget Policies in an Endogenous Growth Model with Nominal Assets.(1998) In: Discussion Papers Series, Department of Economics, Tufts University.
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2000The effects of alternative fiscal policies on the intertemporal government budget constraint In: International Review of Economics & Finance.
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article7
1999The Effects of Alternative Fiscal Policies on the Intertemporal Government Budget Constraint.(1999) In: Discussion Papers Series, Department of Economics, Tufts University.
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2013House price indexes and cyclical behavior In: International Journal of Housing Markets and Analysis.
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article0
2017Valuation of the worldwide commodities sector: The role of market-to-book and return on equity In: Studies in Economics and Finance.
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article0
1989Política monetaria y márgen de ganancia variable en una economía pequeña y abierta con inflación: Consideraciones dinámicas y estratégicas In: Estudios Económicos.
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1991Una nota expositiva sobre la condición de transversalidad en modelos económicos dinámicos en tiempo continuo In: Estudios Económicos.
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1988STRATEGIC WAGES POLICY AND THE GAINS FROM COOPERATION. In: Discussion Papers in Economics at the University of Washington.
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1988STRATEGIC WAGES POLICY AND THE GAINS FROM COOPERATION..(1988) In: Working Papers.
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1989STOCHASTIC GOVERNMENT PREFERENCES, FISCAL CREDIBILITY, AND THE VALUE INFORMATION. In: Discussion Papers in Economics at the University of Washington.
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1989STOCHASTIC GOVERNMENT PREFERENCES, FISCAL CREDIBILITY, AND THE VALUE INFORMATION..(1989) In: Working Papers.
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2015Firm value, investment and monetary policy In: International Journal of Accounting and Finance.
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2010Firm Value, Investment and Monetary Policy.(2010) In: Discussion Papers Series, Department of Economics, Tufts University.
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2003Fiscal Policy and the Terms of Trade in an Analytical Two-Country Dynamic Model. In: International Tax and Public Finance.
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article6
2003Fiscal Policy and the Terms of Trade in an Analytical Two-Country Dynamic Model.(2003) In: Discussion Papers Series, Department of Economics, Tufts University.
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2001The Impact of Idiosyncratic Shocks on Welfare and Asset Returns in a Stochastically Growing Economy In: Computing in Economics and Finance 2001.
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1999Heterogeneity, Efficiency, and Asset Allocation with Endogenous Labor Supply: The Static Case In: Computing in Economics and Finance 1999.
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2011Transfer programs under alternative insurance schemes and liquidity constraints In: The Journal of International Trade & Economic Development.
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1999A dynamic monetary model with costly foreign currency In: The Journal of International Trade & Economic Development.
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1999A Dynamic Monetary Model with Costly Foreign Currency.(1999) In: Discussion Papers Series, Department of Economics, Tufts University.
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2004Aggregate and Idiosyncratic Risk and the Behavior of Individual Preferences under Moral Hazard In: Discussion Papers Series, Department of Economics, Tufts University.
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2004Transfer Programs and Consumption under Alternative Insurance Schemes and Liquidity Constraints In: Discussion Papers Series, Department of Economics, Tufts University.
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2009Firm Value, Cross-Listing Premium and the Sarbanes-Oxley Act In: Discussion Papers Series, Department of Economics, Tufts University.
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2011BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets. In: Discussion Papers Series, Department of Economics, Tufts University.
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paper33
2012Worldwide Commodities Sector Market-To-Book and Return on Equity Valuation In: Discussion Papers Series, Department of Economics, Tufts University.
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2015Equity Prices and Cartel Activity In: Discussion Papers Series, Department of Economics, Tufts University.
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2019Trade Policy Uncertainty and Stock Returns In: Discussion Papers Series, Department of Economics, Tufts University.
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paper11
2003Financial Economics, Risk and Information:An Introduction to Methods and Models In: World Scientific Books.
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